An alien, in the broadest sense, is someone or something not native to where they currently are. In most works of fiction, however, it refers to any creature or object from an extraterrestrial source. As a science-fiction story, the Transformers franchise has introduced many different alien species over the years, not least the Transformers themselves.
In most (but not all) Transformers continuities, the galaxy beyond Earth and Cybertron is populated with a diverse array of alien species and civilizations. Aliens come in staggering variety of shapes and sizes; while some species superficially resemble humans or other Earth creatures, many others are utterly different from both human or Cybertronian life. Alien species may be purely mechanical, lacking the sparks that characterize the Transformer race, cybernetic hybrids of the biological and technological, or composed of exotic materials that may not even demarcate them as "alive" at first glance.
It is unusual, though not unheard of, for Transformers to adopt non-Earthly alien creatures as alternate modes.
An exhaustive list of every alien species that has appeared in the Transformers franchise can be found here.